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Cost-efficient Payoffs under Model Ambiguity
optimization / probabilityResource overview

Cost-efficient Payoffs under Model Ambiguity

Paper2022

by Carole Bernard, Gero Junike, Steven Vanduffel, Thibaut Lux

Tags
optimizationprobability

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Suggested foundations for probability and statistical reasoning and optimisation and numerical methods. Specialist prerequisites vary by paper.

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